Real Name or Pen Name?

Does anyone out there have any bad experiences using their real name for their website, social media, etc.? One of my concerns with putting my real name out there is that people online can get a little nuts.

On the other hand, I don’t know if using a pen name can complicate things. With all the accounts and platforms to handle these days, I’d prefer to keep things as simple as possible and not manage a bunch of different personas online.